Proximal Average Approximated Incremental Gradient Method for Composite Penalty Regularized Empirical Risk Minimization.
Yiu-ming CheungJian LouPublished in: ACML (2015)
Keyphrases
- gradient method
- empirical risk minimization
- convergence rate
- risk minimization
- empirical risk
- uniform convergence
- statistical learning theory
- objective function
- step size
- rates of convergence
- negative matrix factorization
- optimization methods
- vc dimension
- computationally tractable
- generalization bounds
- learning rate
- convergence speed
- learning theory
- phase transition
- evolutionary algorithm
- data sets